Prova fare in questo modo
Codice PHP:
while ( $row = mysql_fetch_array($sql_results) )
{
$selected = "";
$id = $row["id"];
$nome = $row["nome"];
// la $_SESSION['sessione'] contiene i valori 1, 2 e 3
for ($i=0; $selected == "" && $i<count($_SESSION['sessione']); $i++)
if ($id == $_SESSION['sessione'][$i])
$selected = " selected";
echo "<option value='" . $id . "'" . $selected . ">" . $nome . "</option>\n";
}